I recommend you to copy and past commands from homebrew’s output after installation.

If you don’t want to use homebrew (but i strongly recommend to use homebrew), then you should install x64 MySQL server from official site. Make sure to use x64, you don’t want to get any weird errors (I guess that you use at least OS X 10.6).

Now you should install Sphinx. And it’s a tricky part. If you would install it without any flag or with just mysql support, you would get such weird errors: